Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51590.4 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48391.34 Kr¶

PnL: ---------------------------------------> -696.23 Kr¶

DD now: ---------------------------------> -0.681 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 15:20:22.305697'

Anic Portfolio¶

Today¶

Return: -0.594 %¶

This Week¶

Return: 8.549 %¶

Total¶

Return: 68.894 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.990000 766.400000 93.400000 13.880000 673.000000
Nordea Bank Abp 29 -0.510000 3517.120000 63.120000 1.830000 3453.999992
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.330000 3416.000000 39.000000 1.150000 3377.000000
Swedbank A 3 1.880000 602.100000 38.100000 6.760000 564.000000
AcadeMedia 12 -0.280000 592.800000 35.800000 6.430000 557.000004
Resurs Holding 22 0.110000 609.620000 35.620000 6.210000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.340000 381.800000 26.800000 7.550000 355.000000
Intrum 4 0.220000 540.600000 13.600000 2.580000 527.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Securitas B 6 -1.060000 573.000000 3.000000 0.530000 570.000000
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Coor Service Management Hold. 8 0.080000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.370000 545.250000 -0.750000 -0.140000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Corem Property Group B 59 -1.620000 572.010000 -4.990000 -0.860000 576.999999
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Boozt 12 -0.660000 1634.400000 -19.600000 -1.190000 1653.999996
Essity B 2 -0.620000 546.600000 -27.400000 -4.770000 574.000000
CTEK 13 -2.130000 495.690000 -38.310000 -7.170000 533.999999
International Petroleum Corp. 5 -3.420000 551.000000 -43.570000 -7.330000 594.565215
Vivesto 1368 -1.250000 560.610000 -52.390000 -8.550000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -1.110000 1762.200000 -226.800000 -11.400000 1989.000002
Axfood 15 0.150000 4051.500000 -248.500000 -5.780000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48391.340000 -696.230000 -0.68146% 49087.564636

Updated:¶

'2023-01-31 15:20:35.491749'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶